+328.7%
GGLL vs ACM
-3.5%
+332.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.1% |
| 7D | -4.8% | -3.7% | -1.0% | -3.0% |
| 30D | -13.7% | -11.1% | -2.6% | -8.9% |
| 3M | -21.9% | -8.0% | -13.9% | -18.9% |
| 6M | +11.7% | -29.7% | +41.3% | +31.7% |
| YTD | +2.3% | -29.4% | +31.6% | +19.0% |
| 1Y | +76.2% | -46.4% | +122.6% | +134.4% |
| 3Y | +245.0% | -22.3% | +267.3% | +259.8% |
| All | +328.7% | -3.5% | +332.2% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling